Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635524.5474 | 633613.129 | 1911.4183 | 276973.3305 | 585683.6247 | -308710.2942 |
Total P&L (%) | 635.5245 | 633.6131 | 1.9114 | 276.9733 | 585.6836 | -308.7103 |
Avg Daily Profit (%) | 0.3503 | 0.3493 | 0.0011 | 0.0732 | 0.1062 | 0 |
Buy And Hold Return (%) | 240.6568 | 240.6568 | 240.6568 | 240.6568 | 240.6568 | 240.6568 |
Max Trade Drawdown | -116034 | -58308 | -88534 | -436938 | -233558 | -429736 |
Profit Factor | 2.0838 | 3.2138 | 1.0064 | 1.165 | 1.8047 | 0.6754 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 39.1304 | 40 | 38.2353 | 39.1304 | 40 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.2414 | 4.8208 | 1.6257 | 1.8122 | 2.707 | 1.0911 |
Largest Winning Trade | 316120 | 316120 | 73528 | 337007 | 337007 | 178045 |
Largest Losing Trade | -44149 | -44149 | -42444 | -324557 | -72286 | -324557 |
Avg Bars in Trades | 153 | 143 | 164 | 153 | 143 | 164 |
Avg Bars in Winners | 281 | 265 | 298 | 281 | 265 | 298 |
Avg Bars in Losers | 71 | 62 | 81 | 71 | 62 | 81 |
Bars Traded | 10618 | 5025 | 5593 | 10618 | 5025 | 5593 |
Profit Streak | 21.7844 | 41.6177 | 0 | 21.7844 | 41.6177 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100101 | 312130 | -574183 | -361976 | -54740 | -583703 |
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{ "first_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 182, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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